Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205363.9191 | 1177383.7436 | 27980.1755 | 1120830.5842 | 365855.1813 | 754975.4029 |
Total P&L (%) | 1205.3639 | 1177.3837 | 27.9802 | 1120.8306 | 365.8552 | 754.9754 |
Avg Daily Profit (%) | 0.5416 | 0.529 | 0.0126 | 0.1125 | 0.0692 | 0.0965 |
Buy And Hold Return (%) | 556.2299 | 556.2299 | 556.2299 | 556.2299 | 556.2299 | 556.2299 |
Max Trade Drawdown | -104715 | -94188 | -112110 | -4118459 | -3688936 | -2672299 |
Profit Factor | 1.6785 | 2.1021 | 1.0395 | 1.0318 | 1.0168 | 1.0563 |
Total Trades | 556 | 278 | 278 | 556 | 278 | 278 |
Winning Trades | 253 | 112 | 141 | 253 | 112 | 141 |
Losing Trades | 303 | 166 | 137 | 303 | 166 | 137 |
Profitability (%) | 45.5036 | 40.2878 | 50.7194 | 45.5036 | 40.2878 | 50.7194 |
Ratio Avg Win / Avg Loss | 2.0103 | 3.1157 | 1.01 | 1.2357 | 1.507 | 1.0263 |
Largest Winning Trade | 863860 | 863860 | 40510 | 2273400 | 2273400 | 841185 |
Largest Losing Trade | -36695 | -29596 | -36695 | -909503 | -814787 | -909503 |
Avg Bars in Trades | 11 | 17 | 6 | 11 | 17 | 6 |
Avg Bars in Winners | 16 | 26 | 7 | 16 | 26 | 7 |
Avg Bars in Losers | 8 | 10 | 5 | 8 | 10 | 5 |
Bars Traded | 6628 | 4795 | 1833 | 6628 | 4795 | 1833 |
Profit Streak | 14.8356 | 17.5023 | 0 | 14.8356 | 17.5023 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373820 | 241322 | -517614 | -232724 | -469386 | -275750 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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